Centre for Mathematics and Its Applications
Statistics Research Reports 1997

Kee-Won Lee (SRR97-001)

Bootstrap inference on the Poisson rates for grouped data

• Abstract
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Ming-Yen Chen and Peter Hall (SRR97-002)

Calibrating the excess mass test of modality

• Published: J. R. Stat. Soc. Ser. B Stat. Methodol. 60 (1998), no. 3, 579-589 as "Calibrating the excess mass and dip tests of modality"
• MR 99b:62076

J. Gani (SRR97-003)

On sequences of events with repetitions

• Abstract
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• Published: Comm. Statist. Stochastic Models 14 (1998), no. 1-2, 265-271
• MR 99c:60012

Peter Hall and Malgorzata Roos (SRR97-004)

On Edgeworth expansions for large uniform spacings

Jing Zhang and Robert A Stine (SRR97-005)

Autocovariance structure of Markov regime switching models and model selection

• Abstract
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• Published: J. Time Ser. Anal. 22 (2001), no. 1, 107-124
• CMP 1 816 319 (2001:09)

Edwin Choi and Peter Hall (SRR97-006)

On the estimation of poles in intensity functions

• Abstract
• Published: Biometrika 87 (2000), no. 2, 251-263
• CMP 1 782 477 (2001:01)

D.J. Daley, D. Stoyan and H. Stoyan (SRR97-007)

The volume fraction of a Poisson germ model with maximally non-overlapping spherical grains

• Abstract
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• Published: Adv. in Appl. Probab. 31 (1999), no. 3, 610-624
• MR 2000k:60017

Berwin A. Turlach (SRR97-008)

Constrained smoothing splines revisited

• Abstract
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Masanori Ichikawa and Sadanori Konishi (SRR97-009)

Model evaluation and information criteria in covariance structure analysis

• Published: British J. Math. Statist. Psych. 52 (1999), no. 2, 285-302

D.J. Daley, C.L. Mallows and L.A. Shepp (SRR97-010)

A one-dimensional Poisson growth model with non-overlapping intervals

• Abstract
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• Published: Stochastic Process. Appl. 90 (2000), no. 2, 223-241
• CMP 1 794 537 (2001:04)

J. Gani (SRR97-011)

Elementary methods for failure due to a sequence of Markovian events

• Abstract
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• Published: J. Appl. Math. Stochastic Anal. 11 (1998), no. 3, 311-318
• MR 99e:90109

D.J. Daley and L.D. Servi (SRR97-012)

Estimating customer loss rates from transactional data

• Abstract
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• Published: Applied probability and stochastic processes, 313-332, Internat. Ser. Oper. Res. Management Sci., 19, Kluwer Acad. Publ., Boston, MA, 1999
• CMP 1 789 283 (2001:03)

Ming-Yen Cheng, Peter Hall, Berwin Turlach (SRR97-013)

Low-order nonparametric enhancements of parametric curve estimators

• Abstract
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J. Gani, A. Irle (SRR97-014)

On patterns in sequences of random events

• Abstract
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• Published: Monatsh. Math. 127 (1999), no. 4, 295-309
• MR 2000e:60116

Peter Hall and Berwin Turlach (SRR97-015)

Reducing bias in curve estimation by use of weights

• Abstract
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• Published: Comput. Statist. Data Anal. 30 (1999), no. 1, 67-86
• MR 2000a:62086